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Fast ADI method for high dimensional fractional diffusion equations in conservative form with preconditioned strategy Journal article
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2017,Volume: 73,Issue: 3,Page: 385-403
Authors:  Chou, Lot-Kei;  Lei, Siu-Long
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High Dimensional Two-sided Fractional Diffusion Equation  Alternating Direction Implicit Method  Approximate Inverse Preconditioner  Krylov Subspace Method  Superlinear Convergence  Fast Fourier Transform  
Newton-type methods for inverse singular value problems with multiple singular values Journal article
Applied Numerical Mathematics, 2016,Volume: 109,Page: 138-156
Authors:  Shen W.-P.;  Li C.;  Jin X.-Q.;  Yao J.-C.
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Inexact Newton-type Method  Inverse Problem  Newton-type Method  Singular Values  
An inexact Cayley transform method for inverse eigenvalue problems with multiple eigenvalues Journal article
Inverse Problems, 2015,Volume: 31,Issue: 8
Authors:  Shen W.P.;  Li C.;  Jin X.Q.
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Inexact Cayley Transform Method  Inverse Eigenvalue Problem  Nonlinear Equation  
A circulant preconditioner for fractional diffusion equations Journal article
Journal of Computational Physics, 2013,Volume: 242,Page: 715-725
Authors:  Lei,Siu Long;  Sun,Hai Wei
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Cgnr Method  Circulant Preconditioner  Fast Fourier Transform  Fractional Diffusion Equations  Shifted Grünwald Discretization  Toeplitz  
Tri-diagonal preconditioner for pricing options Journal article
Journal of Computational and Applied Mathematics, 2012,Volume: 236,Issue: 17,Page: 4365-4374
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
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European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
Circulant preconditioners for pricing options Conference paper
Linear Algebra and Its Applications, Nanjing, PEOPLES R CHINA, NOV 02-05, 2008
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Vong S.-W.;  Jin X.-Q.
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European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Strang's Circulant Preconditioner  
Tri-diagonal preconditioner for Toeplitz systems from finance Journal article
East Asian Journal on Applied Mathematics, 2011,Volume: 1,Issue: 1,Page: 82-88
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
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European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System (Matrix)  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
Circulant preconditioners for pricing options Journal article
Linear Algebra and its Applications, 2010,Volume: 434,Issue: 11,Page: 2325-2342
Authors:  Hong-KuiPang;  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-QingJin
Favorite  |  View/Download:4/0  |  Submit date:2019/07/30
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Strang’s Circulant Preconditioner  Family Of Generating Functions  Partial Integro-differential Equation  
A family of generating functions with an application in finance Conference paper
Proceedings of the National Institute for Mathematical Sciences, Daejeon, Korea, October 10-12 2008
Authors:  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-Qing Jin
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Preconditioners for ill-conditioned block Toeplitz systems with application in image restoration Journal article
East-West Journal of Numerical Mathematics, 1999,Volume: 7,Issue: 3,Page: 175-185
Authors:  Lei S.-L.;  Kou K.-I.;  Jin X.-Q.
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